+3,215.7%
MPC vs EWT
+548.5%
+2,667.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | -0.5% |
| 7D | +2.6% | +3.2% | -0.6% | -0.2% |
| 30D | -12.2% | -12.3% | +0.1% | -5.1% |
| 3M | +20.1% | -3.6% | +23.7% | +20.7% |
| 6M | +60.6% | +3.1% | +57.5% | +48.7% |
| YTD | +150.6% | +57.7% | +92.9% | +63.4% |
| 1Y | +104.7% | +60.3% | +44.4% | +31.5% |
| 3Y | +194.5% | +163.4% | +31.1% | +18.1% |
| 5Y | +582.3% | +127.4% | +454.8% | +206.4% |
| 10Y | +1,135.3% | +462.7% | +672.6% | +152.7% |
| All | +3,215.7% | +548.5% | +2,667.2% | +522.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling